Valuation Controller 100% (f/m/d)

YOUR CHALLENGE

• Support the Head of Valuation Control in day-to-day execution and continuous enhancement of the Bank’s valuation control framework.
• Take ownership of key valuation control and prudent valuation adjustment (PVA) worksheets, including analysis, reporting, documentation, and resolution of valuation issues
• Conduct own high-valued-independent price verification (IPV), valuation adjustment reviews, fair value control, and assessments of valuation uncertainty
• Analyse valuation differences, price robust governance, model or input limitations, data quality concerns, and key drivers of valuation uncertainty
• Collaborate closely with Product Control, Front Office, Market Risk, Model Risk, Finance, Regulation Reporting, and Technology to ensure robust valuation governance
• Prepare and present valuation control and PVA materials for management meetings, valuation committees, audit engagements, and regulatory disclosures
• Support the development and maintenance of methodological documentation, control design, operating procedures, and governance standards
• Contribute to process improvement initiatives, automation efforts, and control enhancements across valuation control activities.
• Utilise Python, Dataiku, or similar tools to streamline data analysis, streamline reporting, and improve control efficiency
• Serve as a subject-matter expert and escalation point for valuation control, PVA, and valuation methodology matters

Essential requirements for Jobholder

• role (3+ years)
• Good technical knowledge of valuation control, independent price verification (IPV), fair value governance, valuation adjustments (PVA), and valuation uncertainty.
• Hands-on experience with prudent valuation frameworks and adjustment methodologies
• Strong understanding of financial instruments including fixed income, rates, credit, FX, derivatives, structured products, and financial instruments.
• Able to review and challenge valuation models, pricing inputs, assumptions, discrepancies, and issues.
• Strong analytical skills with proficiency in interpreting financial data, identifying issues, and communicating findings clearly
• Experience preparing reports and presentations for senior management, valuation committees, auditors, and regulators
• Meticulous attention to detail, strong ownership, and ability to deliver under audit, regulatory, and senior management scrutiny
• Business fluency in English required, German or other languages an advantage